V-Lab: Beijing Strong Biotechnologies Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Beijing Strong Biotechnologies Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:30.57% (-0.53%)

Analysis last updated: Saturday, May 18, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7890	6.68
$α$	0.0518	3.64
$β$	0.8573	23.21
$γ_{1}$	-2.2758	-6.96
$γ_{2}$	3.6086	7.63
$γ_{3}$	-1.5867	-4.37
$γ_{4}$	0.0175	0.04
$γ_{5}$	0.4796	1.25
$γ_{6}$	-0.5184	-1.13
$γ_{7}$	0.4380	1.05

Estimation Period:
Oct 30, 2014 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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